The LIL for the estimates of the parameters in a partly linear regression model

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	The LIL for the estimates of the parameters in a partly linear regression model
	Hua, L
	1999-12-01
发表期刊	TAIWANESE JOURNAL OF MATHEMATICS
ISSN	1027-5487
卷号	3 期号:4 页码:517-528
摘要	Consider the partly linear regression model Y-i = X(i)(tau)beta + g(T-i) + epsilon(i) (i = 1,..., n), where (X-i,T-i) are i.i.d. random design points, beta is a p-dimensional unknown parameter, g(.) is an unknown function on [0, 1]; epsilon(i) are i.i.d. random errors with mean 0 and variance sigma(2). This paper is concerned with the LIL of the estimators of beta and sigma(2).
关键词	partly linear regression model convergence rate the law of the iterated logarithm
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics
WOS记录号	WOS:000085024500006
出版者	MATHEMATICAL SOC REP CHINA
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/14052
专题	中国科学院数学与系统科学研究院
通讯作者	Hua, L
作者单位	1.Chinese Acad Sci, Inst Syst Sci, Beijing 100080, Peoples R China 2.Humboldt Univ, Inst Stat & Okonometrie, D-10178 Berlin, Germany
推荐引用方式 GB/T 7714	Hua, L. The LIL for the estimates of the parameters in a partly linear regression model[J]. TAIWANESE JOURNAL OF MATHEMATICS,1999,3(4):517-528.
APA	Hua, L.(1999).The LIL for the estimates of the parameters in a partly linear regression model.TAIWANESE JOURNAL OF MATHEMATICS,3(4),517-528.
MLA	Hua, L."The LIL for the estimates of the parameters in a partly linear regression model".TAIWANESE JOURNAL OF MATHEMATICS 3.4(1999):517-528.